Random Walks in Fixed Income and Foreign Exchange: Unexpected Discoveries in Issuance, Investment and Hedging of Yield Curve Instruments

by Jessica James, Michael Leister, Christoph Rieger

The fixed income and foreign exchange (FX) markets have never been as challenging to operate in as they are today. The post-crash combination of reduced liquidity, higher operating costs, low interest rates, flat yield curves and increased regulation means that market makers and investors alike need to work harder to generate value and remain in full understanding of the markets.

Random Walks in Fixed Income and Foreign Exchange...

• Format: Hardcover
• Language: English
• ISBN: 3110688689
• ISBN13: 9783110688689
• Release Date: June 2021
• Publisher: de Gruyter
• Length: 196 Pages
• Weight: 1.13 lbs.
• Dimensions: 0.5" x 6.7" x 9.6"